{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "intermediate-namibia",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.632701Z",
"start_time": "2021-03-22T09:50:11.444255Z"
},
"lines_to_next_cell": 2
},
"outputs": [],
"source": [
"from sklearn import datasets\n",
"import pandas as pd\n",
"pd.set_option(\"display.max_columns\", 100)\n",
"from comparison.model_comparison import ModelComparison, ModelName\n",
"from comparison.comparison_datasets import TaskName\n",
"from comparison.tuned_model_comparison import TunedModelComparison\n",
"import plotly.express as px\n",
"import plotly.graph_objects as go\n",
"import json"
]
},
{
"cell_type": "markdown",
"id": "attractive-waters",
"metadata": {},
"source": [
"# Loading data"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "incomplete-joshua",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.642319Z",
"start_time": "2021-03-22T09:50:19.639032Z"
}
},
"outputs": [],
"source": [
"with open(\"tuned_perf_comparison.json\", \"r\") as input_stream:\n",
" tuned_perfs = json.load(input_stream)\n",
"with open(\"perf_comparison.json\", \"r\") as input_stream:\n",
" default_perfs = json.load(input_stream)"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "built-straight",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.649917Z",
"start_time": "2021-03-22T09:50:19.647476Z"
}
},
"outputs": [],
"source": [
"tuned_scores = {dataset_name: {model_name + \"_with_tuned_parameters\": tuned_perfs[dataset_name][model_name][\"model_score\"] \n",
" for model_name in tuned_perfs[dataset_name].keys()}\n",
" for dataset_name in tuned_perfs.keys()}"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "color-jackson",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.659772Z",
"start_time": "2021-03-22T09:50:19.657400Z"
}
},
"outputs": [],
"source": [
"untuned_perfs = {dataset_name: {model_name + \"_with_default_parameters\": default_perfs[dataset_name][model_name][\"model_score\"] \n",
" for model_name in default_perfs[dataset_name].keys()}\n",
" for dataset_name in default_perfs.keys()}"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "likely-romance",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.686047Z",
"start_time": "2021-03-22T09:50:19.666035Z"
}
},
"outputs": [
{
"data": {
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"
\n",
"\n",
"
\n",
" \n",
" \n",
" | \n",
" catboost_with_default_parameters | \n",
" lightgbm_with_default_parameters | \n",
" lightgbm_with_catboost_encoder_with_default_parameters | \n",
" xgboost_with_catboost_encoder_with_default_parameters | \n",
" xgboost_with_default_parameters | \n",
" catboost_with_tuned_parameters | \n",
" lightgbm_with_tuned_parameters | \n",
" lightgbm_with_catboost_encoder_with_tuned_parameters | \n",
" xgboost_with_catboost_encoder_with_tuned_parameters | \n",
" xgboost_with_tuned_parameters | \n",
"
\n",
" \n",
" \n",
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" california | \n",
" 0.849406 | \n",
" 0.835564 | \n",
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" 0.831576 | \n",
" 0.831576 | \n",
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" 0.849581 | \n",
"
\n",
" \n",
" adult | \n",
" 0.859957 | \n",
" 0.858053 | \n",
" 0.856251 | \n",
" 0.853773 | \n",
" 0.856517 | \n",
" 0.860857 | \n",
" 0.860653 | \n",
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" 0.859506 | \n",
"
\n",
" \n",
" ukair | \n",
" 0.822140 | \n",
" 0.804285 | \n",
" 0.801945 | \n",
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\n",
" \n",
" diabetes | \n",
" 0.753759 | \n",
" 0.733049 | \n",
" 0.733049 | \n",
" 0.725222 | \n",
" 0.725222 | \n",
" 0.774761 | \n",
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\n",
" \n",
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\n",
" \n",
" dating | \n",
" 0.867390 | \n",
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" 0.868585 | \n",
" 0.866554 | \n",
" 0.873596 | \n",
"
\n",
" \n",
" valley | \n",
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\n",
" \n",
" cars | \n",
" 0.535673 | \n",
" 0.521252 | \n",
" 0.518111 | \n",
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" 0.481019 | \n",
" 0.541005 | \n",
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" 0.530311 | \n",
" 0.531778 | \n",
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\n",
" \n",
"
\n",
"
"
],
"text/plain": [
" catboost_with_default_parameters \\\n",
"california 0.849406 \n",
"adult 0.859957 \n",
"ukair 0.822140 \n",
"diabetes 0.753759 \n",
"bank 0.909823 \n",
"dating 0.867390 \n",
"valley 0.535493 \n",
"cars 0.535673 \n",
"\n",
" lightgbm_with_default_parameters \\\n",
"california 0.835564 \n",
"adult 0.858053 \n",
"ukair 0.804285 \n",
"diabetes 0.733049 \n",
"bank 0.909358 \n",
"dating 0.870016 \n",
"valley 0.586621 \n",
"cars 0.521252 \n",
"\n",
" lightgbm_with_catboost_encoder_with_default_parameters \\\n",
"california 0.835564 \n",
"adult 0.856251 \n",
"ukair 0.801945 \n",
"diabetes 0.733049 \n",
"bank 0.907014 \n",
"dating 0.868226 \n",
"valley 0.586621 \n",
"cars 0.518111 \n",
"\n",
" xgboost_with_catboost_encoder_with_default_parameters \\\n",
"california 0.831576 \n",
"adult 0.853773 \n",
"ukair 0.829402 \n",
"diabetes 0.725222 \n",
"bank 0.901285 \n",
"dating 0.865719 \n",
"valley 0.559428 \n",
"cars 0.503700 \n",
"\n",
" xgboost_with_default_parameters catboost_with_tuned_parameters \\\n",
"california 0.831576 0.859586 \n",
"adult 0.856517 0.860857 \n",
"ukair 0.836355 0.855069 \n",
"diabetes 0.725222 0.774761 \n",
"bank 0.905687 0.911084 \n",
"dating 0.871210 0.872760 \n",
"valley 0.559428 0.594807 \n",
"cars 0.481019 0.541005 \n",
"\n",
" lightgbm_with_tuned_parameters \\\n",
"california 0.854280 \n",
"adult 0.860653 \n",
"ukair 0.835399 \n",
"diabetes 0.774744 \n",
"bank 0.910420 \n",
"dating 0.872168 \n",
"valley 0.622114 \n",
"cars 0.529365 \n",
"\n",
" lightgbm_with_catboost_encoder_with_tuned_parameters \\\n",
"california 0.854029 \n",
"adult 0.859322 \n",
"ukair 0.829692 \n",
"diabetes 0.772198 \n",
"bank 0.908606 \n",
"dating 0.868585 \n",
"valley 0.615529 \n",
"cars 0.530834 \n",
"\n",
" xgboost_with_catboost_encoder_with_tuned_parameters \\\n",
"california 0.850704 \n",
"adult 0.858830 \n",
"ukair 0.840542 \n",
"diabetes 0.776094 \n",
"bank 0.908407 \n",
"dating 0.866554 \n",
"valley 0.673307 \n",
"cars 0.530311 \n",
"\n",
" xgboost_with_tuned_parameters \n",
"california 0.849581 \n",
"adult 0.859506 \n",
"ukair 0.865997 \n",
"diabetes 0.772198 \n",
"bank 0.909093 \n",
"dating 0.873596 \n",
"valley 0.674151 \n",
"cars 0.531778 "
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"perfs_tuned_vs_untuned = pd.concat([pd.DataFrame(untuned_perfs), pd.DataFrame(tuned_scores)])\\\n",
" .transpose().fillna(0.773)\n",
"perfs_tuned_vs_untuned"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "governing-demographic",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.701180Z",
"start_time": "2021-03-22T09:50:19.698208Z"
}
},
"outputs": [],
"source": [
"dataset_lengths = {dataset_name: default_perfs[dataset_name][\"catboost\"][\"dataset_length\"] \n",
" for dataset_name in default_perfs.keys()}\n",
"num_categories = {dataset_name: default_perfs[dataset_name][\"catboost\"][\"num_categories\"] \n",
" for dataset_name in default_perfs.keys()}\n",
"prop_categorical = {dataset_name: default_perfs[dataset_name][\"catboost\"][\"num_categorical_features\"] / float(default_perfs[dataset_name][\"catboost\"][\"num_features\"])\n",
" for dataset_name in default_perfs.keys()}"
]
},
{
"cell_type": "code",
"execution_count": 7,
"id": "stuck-stereo",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:19.733202Z",
"start_time": "2021-03-22T09:50:19.712113Z"
}
},
"outputs": [
{
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"
\n",
" \n",
" \n",
" | \n",
" catboost_with_default_parameters | \n",
" lightgbm_with_default_parameters | \n",
" lightgbm_with_catboost_encoder_with_default_parameters | \n",
" xgboost_with_catboost_encoder_with_default_parameters | \n",
" xgboost_with_default_parameters | \n",
" catboost_with_tuned_parameters | \n",
" lightgbm_with_tuned_parameters | \n",
" lightgbm_with_catboost_encoder_with_tuned_parameters | \n",
" xgboost_with_catboost_encoder_with_tuned_parameters | \n",
" xgboost_with_tuned_parameters | \n",
" length | \n",
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" 1.005226 | \n",
" 1.003224 | \n",
" 1.003004 | \n",
" 1.003761 | \n",
" 45211 | \n",
" 0.562500 | \n",
" 44 | \n",
"
\n",
" \n",
" dating | \n",
" 0.995615 | \n",
" 0.998630 | \n",
" 0.996575 | \n",
" 0.993697 | \n",
" 1.0 | \n",
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" 444 | \n",
"
\n",
" \n",
" valley | \n",
" 0.957214 | \n",
" 1.048608 | \n",
" 1.048608 | \n",
" 1.000000 | \n",
" 1.0 | \n",
" 1.063240 | \n",
" 1.112052 | \n",
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" 1.203563 | \n",
" 1.205072 | \n",
" 1212 | \n",
" 0.000000 | \n",
" 0 | \n",
"
\n",
" \n",
" cars | \n",
" 1.113619 | \n",
" 1.083640 | \n",
" 1.077111 | \n",
" 1.047150 | \n",
" 1.0 | \n",
" 1.124704 | \n",
" 1.100506 | \n",
" 1.103561 | \n",
" 1.102473 | \n",
" 1.105523 | \n",
" 38531 | \n",
" 0.793103 | \n",
" 1246 | \n",
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\n",
" \n",
"
\n",
"
"
],
"text/plain": [
" catboost_with_default_parameters \\\n",
"california 1.021441 \n",
"adult 1.004016 \n",
"ukair 0.983004 \n",
"diabetes 1.039350 \n",
"bank 1.004567 \n",
"dating 0.995615 \n",
"valley 0.957214 \n",
"cars 1.113619 \n",
"\n",
" lightgbm_with_default_parameters \\\n",
"california 1.004796 \n",
"adult 1.001793 \n",
"ukair 0.961656 \n",
"diabetes 1.010792 \n",
"bank 1.004054 \n",
"dating 0.998630 \n",
"valley 1.048608 \n",
"cars 1.083640 \n",
"\n",
" lightgbm_with_catboost_encoder_with_default_parameters \\\n",
"california 1.004796 \n",
"adult 0.999689 \n",
"ukair 0.958858 \n",
"diabetes 1.010792 \n",
"bank 1.001465 \n",
"dating 0.996575 \n",
"valley 1.048608 \n",
"cars 1.077111 \n",
"\n",
" xgboost_with_catboost_encoder_with_default_parameters \\\n",
"california 1.000000 \n",
"adult 0.996797 \n",
"ukair 0.991687 \n",
"diabetes 1.000000 \n",
"bank 0.995140 \n",
"dating 0.993697 \n",
"valley 1.000000 \n",
"cars 1.047150 \n",
"\n",
" xgboost_with_default_parameters catboost_with_tuned_parameters \\\n",
"california 1.0 1.033683 \n",
"adult 1.0 1.005068 \n",
"ukair 1.0 1.022377 \n",
"diabetes 1.0 1.068308 \n",
"bank 1.0 1.005959 \n",
"dating 1.0 1.001779 \n",
"valley 1.0 1.063240 \n",
"cars 1.0 1.124704 \n",
"\n",
" lightgbm_with_tuned_parameters \\\n",
"california 1.027302 \n",
"adult 1.004829 \n",
"ukair 0.998858 \n",
"diabetes 1.068285 \n",
"bank 1.005226 \n",
"dating 1.001099 \n",
"valley 1.112052 \n",
"cars 1.100506 \n",
"\n",
" lightgbm_with_catboost_encoder_with_tuned_parameters \\\n",
"california 1.027000 \n",
"adult 1.003275 \n",
"ukair 0.992034 \n",
"diabetes 1.064774 \n",
"bank 1.003224 \n",
"dating 0.996987 \n",
"valley 1.100282 \n",
"cars 1.103561 \n",
"\n",
" xgboost_with_catboost_encoder_with_tuned_parameters \\\n",
"california 1.023002 \n",
"adult 1.002701 \n",
"ukair 1.005006 \n",
"diabetes 1.070146 \n",
"bank 1.003004 \n",
"dating 0.994656 \n",
"valley 1.203563 \n",
"cars 1.102473 \n",
"\n",
" xgboost_with_tuned_parameters length \\\n",
"california 1.021651 20640 \n",
"adult 1.003490 48842 \n",
"ukair 1.035443 394299 \n",
"diabetes 1.064774 768 \n",
"bank 1.003761 45211 \n",
"dating 1.002739 8378 \n",
"valley 1.205072 1212 \n",
"cars 1.105523 38531 \n",
"\n",
" categorical_features_proportion num_categories \n",
"california 0.000000 0 \n",
"adult 0.857143 122 \n",
"ukair 0.555556 106 \n",
"diabetes 0.000000 0 \n",
"bank 0.562500 44 \n",
"dating 0.508333 444 \n",
"valley 0.000000 0 \n",
"cars 0.793103 1246 "
]
},
"execution_count": 7,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"perfs_tuned_vs_untuned_scaled = perfs_tuned_vs_untuned.assign(**{col_name: perfs_tuned_vs_untuned[col_name] / perfs_tuned_vs_untuned[\"xgboost_with_default_parameters\"]\n",
" for col_name in perfs_tuned_vs_untuned.columns})\\\n",
" .assign(length=pd.Series(dataset_lengths),\n",
" categorical_features_proportion=pd.Series(prop_categorical),\n",
" num_categories=pd.Series(num_categories))\n",
"perfs_tuned_vs_untuned_scaled"
]
},
{
"cell_type": "markdown",
"id": "incident-scenario",
"metadata": {},
"source": [
"# Dataset length impact"
]
},
{
"cell_type": "code",
"execution_count": 9,
"id": "departmental-summit",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:39.782497Z",
"start_time": "2021-03-22T09:50:39.764840Z"
},
"lines_to_next_cell": 2
},
"outputs": [
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"source": [
"fig = go.Figure(data=[go.Scatter(x=perfs_tuned_vs_untuned_scaled[\"length\"], \n",
" y=perfs_tuned_vs_untuned_scaled[\"xgboost_with_default_parameters\"],\n",
" mode='markers',\n",
" marker_color=\"#189FDD\",\n",
" name=\"xgboost\"),\n",
" go.Scatter(x=perfs_tuned_vs_untuned_scaled[\"length\"], \n",
" y=perfs_tuned_vs_untuned_scaled[\"lightgbm_with_default_parameters\"],\n",
" mode='markers',\n",
" marker_color=\"#76B644\",\n",
" name=\"lightgbm\"),\n",
" go.Scatter(x=perfs_tuned_vs_untuned_scaled[\"length\"], \n",
" y=perfs_tuned_vs_untuned_scaled[\"catboost_with_default_parameters\"],\n",
" mode='markers',\n",
" marker_color=\"#FFCC00\",\n",
" name=\"catboost\")\n",
" ])\n",
"fig.update_xaxes(type=\"log\", title=\"Dataset length\")\n",
"fig.update_yaxes(title=\"Performance difference with xgboost\")\n",
"\n",
"fig.update_layout(title=\"Performance of models with default parameters, given dataset length\")\n",
"fig.show()"
]
},
{
"cell_type": "code",
"execution_count": 10,
"id": "higher-child",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:50:43.555137Z",
"start_time": "2021-03-22T09:50:43.539364Z"
}
},
"outputs": [
{
"data": {
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"\n",
"\n",
"
\n",
" \n",
" \n",
" | \n",
" catboost_with_default_parameters | \n",
" lightgbm_with_default_parameters | \n",
" lightgbm_with_catboost_encoder_with_default_parameters | \n",
" xgboost_with_catboost_encoder_with_default_parameters | \n",
" xgboost_with_default_parameters | \n",
" catboost_with_tuned_parameters | \n",
" lightgbm_with_tuned_parameters | \n",
" lightgbm_with_catboost_encoder_with_tuned_parameters | \n",
" xgboost_with_catboost_encoder_with_tuned_parameters | \n",
" xgboost_with_tuned_parameters | \n",
" length | \n",
" categorical_features_proportion | \n",
" num_categories | \n",
"
\n",
" \n",
" \n",
" \n",
" california | \n",
" 1.021441 | \n",
" 1.004796 | \n",
" 1.004796 | \n",
" 1.000000 | \n",
" 1.0 | \n",
" 1.033683 | \n",
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" 20640 | \n",
" 0.000000 | \n",
" 0 | \n",
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\n",
" \n",
" diabetes | \n",
" 1.039350 | \n",
" 1.010792 | \n",
" 1.010792 | \n",
" 1.000000 | \n",
" 1.0 | \n",
" 1.068308 | \n",
" 1.068285 | \n",
" 1.064774 | \n",
" 1.070146 | \n",
" 1.064774 | \n",
" 768 | \n",
" 0.000000 | \n",
" 0 | \n",
"
\n",
" \n",
" valley | \n",
" 0.957214 | \n",
" 1.048608 | \n",
" 1.048608 | \n",
" 1.000000 | \n",
" 1.0 | \n",
" 1.063240 | \n",
" 1.112052 | \n",
" 1.100282 | \n",
" 1.203563 | \n",
" 1.205072 | \n",
" 1212 | \n",
" 0.000000 | \n",
" 0 | \n",
"
\n",
" \n",
" bank | \n",
" 1.004567 | \n",
" 1.004054 | \n",
" 1.001465 | \n",
" 0.995140 | \n",
" 1.0 | \n",
" 1.005959 | \n",
" 1.005226 | \n",
" 1.003224 | \n",
" 1.003004 | \n",
" 1.003761 | \n",
" 45211 | \n",
" 0.562500 | \n",
" 44 | \n",
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\n",
" \n",
" ukair | \n",
" 0.983004 | \n",
" 0.961656 | \n",
" 0.958858 | \n",
" 0.991687 | \n",
" 1.0 | \n",
" 1.022377 | \n",
" 0.998858 | \n",
" 0.992034 | \n",
" 1.005006 | \n",
" 1.035443 | \n",
" 394299 | \n",
" 0.555556 | \n",
" 106 | \n",
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\n",
" \n",
" adult | \n",
" 1.004016 | \n",
" 1.001793 | \n",
" 0.999689 | \n",
" 0.996797 | \n",
" 1.0 | \n",
" 1.005068 | \n",
" 1.004829 | \n",
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" 1.003490 | \n",
" 48842 | \n",
" 0.857143 | \n",
" 122 | \n",
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\n",
" \n",
" dating | \n",
" 0.995615 | \n",
" 0.998630 | \n",
" 0.996575 | \n",
" 0.993697 | \n",
" 1.0 | \n",
" 1.001779 | \n",
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" 1.002739 | \n",
" 8378 | \n",
" 0.508333 | \n",
" 444 | \n",
"
\n",
" \n",
" cars | \n",
" 1.113619 | \n",
" 1.083640 | \n",
" 1.077111 | \n",
" 1.047150 | \n",
" 1.0 | \n",
" 1.124704 | \n",
" 1.100506 | \n",
" 1.103561 | \n",
" 1.102473 | \n",
" 1.105523 | \n",
" 38531 | \n",
" 0.793103 | \n",
" 1246 | \n",
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\n",
" \n",
"
\n",
"
"
],
"text/plain": [
" catboost_with_default_parameters \\\n",
"california 1.021441 \n",
"diabetes 1.039350 \n",
"valley 0.957214 \n",
"bank 1.004567 \n",
"ukair 0.983004 \n",
"adult 1.004016 \n",
"dating 0.995615 \n",
"cars 1.113619 \n",
"\n",
" lightgbm_with_default_parameters \\\n",
"california 1.004796 \n",
"diabetes 1.010792 \n",
"valley 1.048608 \n",
"bank 1.004054 \n",
"ukair 0.961656 \n",
"adult 1.001793 \n",
"dating 0.998630 \n",
"cars 1.083640 \n",
"\n",
" lightgbm_with_catboost_encoder_with_default_parameters \\\n",
"california 1.004796 \n",
"diabetes 1.010792 \n",
"valley 1.048608 \n",
"bank 1.001465 \n",
"ukair 0.958858 \n",
"adult 0.999689 \n",
"dating 0.996575 \n",
"cars 1.077111 \n",
"\n",
" xgboost_with_catboost_encoder_with_default_parameters \\\n",
"california 1.000000 \n",
"diabetes 1.000000 \n",
"valley 1.000000 \n",
"bank 0.995140 \n",
"ukair 0.991687 \n",
"adult 0.996797 \n",
"dating 0.993697 \n",
"cars 1.047150 \n",
"\n",
" xgboost_with_default_parameters catboost_with_tuned_parameters \\\n",
"california 1.0 1.033683 \n",
"diabetes 1.0 1.068308 \n",
"valley 1.0 1.063240 \n",
"bank 1.0 1.005959 \n",
"ukair 1.0 1.022377 \n",
"adult 1.0 1.005068 \n",
"dating 1.0 1.001779 \n",
"cars 1.0 1.124704 \n",
"\n",
" lightgbm_with_tuned_parameters \\\n",
"california 1.027302 \n",
"diabetes 1.068285 \n",
"valley 1.112052 \n",
"bank 1.005226 \n",
"ukair 0.998858 \n",
"adult 1.004829 \n",
"dating 1.001099 \n",
"cars 1.100506 \n",
"\n",
" lightgbm_with_catboost_encoder_with_tuned_parameters \\\n",
"california 1.027000 \n",
"diabetes 1.064774 \n",
"valley 1.100282 \n",
"bank 1.003224 \n",
"ukair 0.992034 \n",
"adult 1.003275 \n",
"dating 0.996987 \n",
"cars 1.103561 \n",
"\n",
" xgboost_with_catboost_encoder_with_tuned_parameters \\\n",
"california 1.023002 \n",
"diabetes 1.070146 \n",
"valley 1.203563 \n",
"bank 1.003004 \n",
"ukair 1.005006 \n",
"adult 1.002701 \n",
"dating 0.994656 \n",
"cars 1.102473 \n",
"\n",
" xgboost_with_tuned_parameters length \\\n",
"california 1.021651 20640 \n",
"diabetes 1.064774 768 \n",
"valley 1.205072 1212 \n",
"bank 1.003761 45211 \n",
"ukair 1.035443 394299 \n",
"adult 1.003490 48842 \n",
"dating 1.002739 8378 \n",
"cars 1.105523 38531 \n",
"\n",
" categorical_features_proportion num_categories \n",
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"diabetes 0.000000 0 \n",
"valley 0.000000 0 \n",
"bank 0.562500 44 \n",
"ukair 0.555556 106 \n",
"adult 0.857143 122 \n",
"dating 0.508333 444 \n",
"cars 0.793103 1246 "
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"fig = go.Figure(data=[go.Scatter(x=perfs_tuned_vs_untuned_scaled[\"length\"], \n",
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" mode='markers',\n",
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"source": [
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]
},
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"execution_count": 12,
"id": "professional-equilibrium",
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"fig = go.Figure(data=[go.Scatter(x=perfs_tuned_vs_untuned_scaled[\"categorical_features_proportion\"], \n",
" y=perfs_tuned_vs_untuned_scaled[\"catboost_with_default_parameters\"],\n",
" mode='markers',\n",
" marker_color=\"#FFCC00\",\n",
" name=\"catboost\"),\n",
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" y=perfs_tuned_vs_untuned_scaled[\"lightgbm_with_default_parameters\"],\n",
" mode='markers',\n",
" marker_color=\"#76B644\",\n",
" name=\"lightgbm\"),\n",
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" y=perfs_tuned_vs_untuned_scaled[\"xgboost_with_default_parameters\"],\n",
" mode='markers',\n",
" marker_color=\"#189FDD\",\n",
" name=\"xgboost\")\n",
" ])\n",
"fig.update_xaxes(title=\"Dataset length\")\n",
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"fig.update_layout(title=\"Performance of models with default parameters, given proportion of categorical features\")\n",
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"fig.update_layout(title=\"Performance of models with tuned parameters, given proportion of categorical features\")\n",
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{
"cell_type": "markdown",
"id": "korean-straight",
"metadata": {},
"source": [
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]
},
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"cell_type": "code",
"execution_count": 36,
"id": "polish-henry",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T10:00:21.789309Z",
"start_time": "2021-03-22T10:00:21.733590Z"
}
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"id": "instant-confidence",
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"end_time": "2021-03-22T09:54:24.800161Z",
"start_time": "2021-03-22T09:54:24.743629Z"
}
},
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"cell_type": "code",
"execution_count": 21,
"id": "daily-running",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:54:51.489528Z",
"start_time": "2021-03-22T09:54:51.480685Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mean score of each model, comparing to xgboost\n"
]
},
{
"data": {
"text/plain": [
"catboost_with_default_parameters 1.014853\n",
"lightgbm_with_default_parameters 1.014246\n",
"lightgbm_with_catboost_encoder_with_default_parameters 1.012237\n",
"xgboost_with_catboost_encoder_with_default_parameters 1.003059\n",
"xgboost_with_default_parameters 1.000000\n",
"catboost_with_tuned_parameters 1.040640\n",
"lightgbm_with_tuned_parameters 1.039770\n",
"lightgbm_with_catboost_encoder_with_tuned_parameters 1.036392\n",
"xgboost_with_catboost_encoder_with_tuned_parameters 1.050569\n",
"xgboost_with_tuned_parameters 1.055307\n",
"dtype: float64"
]
},
"execution_count": 21,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mean score of each model, comparing to xgboost\")\n",
"perfs_tuned_vs_untuned_scaled.drop(columns=[\"categorical_features_proportion\", \"num_categories\", \"length\"]).dropna()\\\n",
" .mean(axis=0)"
]
},
{
"cell_type": "code",
"execution_count": 22,
"id": "insured-forum",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:54:51.698375Z",
"start_time": "2021-03-22T09:54:51.688946Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Median score of each model, comparing to xgboost\n"
]
},
{
"data": {
"text/plain": [
"catboost_with_default_parameters 1.004291\n",
"lightgbm_with_default_parameters 1.004425\n",
"lightgbm_with_catboost_encoder_with_default_parameters 1.003131\n",
"xgboost_with_catboost_encoder_with_default_parameters 0.998398\n",
"xgboost_with_default_parameters 1.000000\n",
"catboost_with_tuned_parameters 1.028030\n",
"lightgbm_with_tuned_parameters 1.016264\n",
"lightgbm_with_catboost_encoder_with_tuned_parameters 1.015137\n",
"xgboost_with_catboost_encoder_with_tuned_parameters 1.014004\n",
"xgboost_with_tuned_parameters 1.028547\n",
"dtype: float64"
]
},
"execution_count": 22,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Median score of each model, comparing to xgboost\")\n",
"perfs_tuned_vs_untuned_scaled.drop(columns=[\"categorical_features_proportion\", \"num_categories\", \"length\"]).dropna()\\\n",
" .median(axis=0)"
]
},
{
"cell_type": "code",
"execution_count": 23,
"id": "governing-advice",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:54:53.142495Z",
"start_time": "2021-03-22T09:54:53.129330Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mean rank of each default model\n"
]
},
{
"data": {
"text/plain": [
"catboost_with_default_parameters 1.375\n",
"lightgbm_with_default_parameters 1.000\n",
"xgboost_with_default_parameters 0.625\n",
"dtype: float64"
]
},
"execution_count": 23,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mean rank of each default model\")\n",
"perfs_tuned_vs_untuned_scaled[[\"catboost_with_default_parameters\", \"lightgbm_with_default_parameters\", \n",
" \"xgboost_with_default_parameters\"]].apply(lambda x: x.argsort().argsort(), axis=1).mean()"
]
},
{
"cell_type": "code",
"execution_count": 24,
"id": "posted-buddy",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:54:53.454846Z",
"start_time": "2021-03-22T09:54:53.443498Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mean rank of each tuned model\n"
]
},
{
"data": {
"text/plain": [
"catboost_with_tuned_parameters 1.500\n",
"lightgbm_with_tuned_parameters 0.625\n",
"xgboost_with_tuned_parameters 0.875\n",
"dtype: float64"
]
},
"execution_count": 24,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mean rank of each tuned model\")\n",
"perfs_tuned_vs_untuned_scaled[[\"catboost_with_tuned_parameters\", \"lightgbm_with_tuned_parameters\", \n",
" \"xgboost_with_tuned_parameters\"]].apply(lambda x: x.argsort().argsort(), axis=1).mean()"
]
},
{
"cell_type": "markdown",
"id": "perfect-implement",
"metadata": {},
"source": [
"# Training and prediction time"
]
},
{
"cell_type": "code",
"execution_count": 25,
"id": "atomic-privacy",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:54:54.889555Z",
"start_time": "2021-03-22T09:54:54.882603Z"
}
},
"outputs": [],
"source": [
"training_times = pd.DataFrame({dataset_name: {model_name: default_perfs[dataset_name][model_name][\"training_time\"] \n",
" for model_name in default_perfs[dataset_name].keys()}\n",
" for dataset_name in default_perfs.keys()}).transpose()\n",
"prediction_times = pd.DataFrame({dataset_name: {model_name: default_perfs[dataset_name][model_name][\"prediction_time\"] \n",
" for model_name in default_perfs[dataset_name].keys()}\n",
" for dataset_name in default_perfs.keys()}).transpose()\n",
"times_df = pd.concat([training_times, prediction_times], axis=1)"
]
},
{
"cell_type": "code",
"execution_count": 26,
"id": "amazing-machine",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:54:55.926343Z",
"start_time": "2021-03-22T09:54:55.912082Z"
}
},
"outputs": [
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"\n",
"\n",
"
\n",
" \n",
" \n",
" | \n",
" catboost | \n",
" lightgbm | \n",
" lightgbm_with_catboost_encoder | \n",
" xgboost_with_catboost_encoder | \n",
" xgboost | \n",
" catboost | \n",
" lightgbm | \n",
" lightgbm_with_catboost_encoder | \n",
" xgboost_with_catboost_encoder | \n",
" xgboost | \n",
"
\n",
" \n",
" \n",
" \n",
" california | \n",
" 24.689261 | \n",
" 0.178142 | \n",
" 0.171883 | \n",
" 119.791898 | \n",
" 118.781466 | \n",
" 0.014021 | \n",
" 0.031725 | \n",
" 0.031709 | \n",
" 0.048880 | \n",
" 0.042857 | \n",
"
\n",
" \n",
" adult | \n",
" 149.724603 | \n",
" 0.811872 | \n",
" 1.547185 | \n",
" 129.368296 | \n",
" 112.526765 | \n",
" 0.129134 | \n",
" 0.100814 | \n",
" 0.222690 | \n",
" 0.194931 | \n",
" 0.149172 | \n",
"
\n",
" \n",
" ukair | \n",
" 144.291018 | \n",
" 3.167551 | \n",
" 3.082787 | \n",
" 65.907621 | \n",
" 33.585652 | \n",
" 0.725683 | \n",
" 1.181819 | \n",
" 1.214606 | \n",
" 0.544002 | \n",
" 0.187727 | \n",
"
\n",
" \n",
" diabetes | \n",
" 9.472824 | \n",
" 0.070993 | \n",
" 0.180932 | \n",
" 151.992842 | \n",
" 153.275499 | \n",
" 0.011634 | \n",
" 0.004420 | \n",
" 0.010192 | \n",
" 0.143612 | \n",
" 0.157037 | \n",
"
\n",
" \n",
" bank | \n",
" 119.778596 | \n",
" 0.450672 | \n",
" 1.307890 | \n",
" 128.355890 | \n",
" 117.680134 | \n",
" 0.064928 | \n",
" 0.087015 | \n",
" 0.091556 | \n",
" 0.206689 | \n",
" 0.127684 | \n",
"
\n",
" \n",
" dating | \n",
" 218.227686 | \n",
" 2.734924 | \n",
" 2.686051 | \n",
" 240.914340 | \n",
" 224.078994 | \n",
" 0.189192 | \n",
" 0.205373 | \n",
" 0.168617 | \n",
" 0.556958 | \n",
" 0.273364 | \n",
"
\n",
" \n",
" valley | \n",
" 70.126429 | \n",
" 1.343469 | \n",
" 2.123457 | \n",
" 182.244021 | \n",
" 182.811797 | \n",
" 0.016280 | \n",
" 0.004819 | \n",
" 0.004638 | \n",
" 0.138728 | \n",
" 0.125285 | \n",
"
\n",
" \n",
" cars | \n",
" 141.749353 | \n",
" 1.185837 | \n",
" 1.893203 | \n",
" 143.051520 | \n",
" 135.966851 | \n",
" 0.933087 | \n",
" 0.122637 | \n",
" 0.194635 | \n",
" 0.281825 | \n",
" 0.178372 | \n",
"
\n",
" \n",
"
\n",
"
"
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"text/plain": [
" catboost lightgbm lightgbm_with_catboost_encoder \\\n",
"california 24.689261 0.178142 0.171883 \n",
"adult 149.724603 0.811872 1.547185 \n",
"ukair 144.291018 3.167551 3.082787 \n",
"diabetes 9.472824 0.070993 0.180932 \n",
"bank 119.778596 0.450672 1.307890 \n",
"dating 218.227686 2.734924 2.686051 \n",
"valley 70.126429 1.343469 2.123457 \n",
"cars 141.749353 1.185837 1.893203 \n",
"\n",
" xgboost_with_catboost_encoder xgboost catboost lightgbm \\\n",
"california 119.791898 118.781466 0.014021 0.031725 \n",
"adult 129.368296 112.526765 0.129134 0.100814 \n",
"ukair 65.907621 33.585652 0.725683 1.181819 \n",
"diabetes 151.992842 153.275499 0.011634 0.004420 \n",
"bank 128.355890 117.680134 0.064928 0.087015 \n",
"dating 240.914340 224.078994 0.189192 0.205373 \n",
"valley 182.244021 182.811797 0.016280 0.004819 \n",
"cars 143.051520 135.966851 0.933087 0.122637 \n",
"\n",
" lightgbm_with_catboost_encoder xgboost_with_catboost_encoder \\\n",
"california 0.031709 0.048880 \n",
"adult 0.222690 0.194931 \n",
"ukair 1.214606 0.544002 \n",
"diabetes 0.010192 0.143612 \n",
"bank 0.091556 0.206689 \n",
"dating 0.168617 0.556958 \n",
"valley 0.004638 0.138728 \n",
"cars 0.194635 0.281825 \n",
"\n",
" xgboost \n",
"california 0.042857 \n",
"adult 0.149172 \n",
"ukair 0.187727 \n",
"diabetes 0.157037 \n",
"bank 0.127684 \n",
"dating 0.273364 \n",
"valley 0.125285 \n",
"cars 0.178372 "
]
},
"execution_count": 26,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"times_df"
]
},
{
"cell_type": "code",
"execution_count": 27,
"id": "compatible-smooth",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:55:11.500132Z",
"start_time": "2021-03-22T09:55:11.454098Z"
}
},
"outputs": [
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]
},
{
"cell_type": "code",
"execution_count": 28,
"id": "studied-appreciation",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:55:25.028732Z",
"start_time": "2021-03-22T09:55:24.983053Z"
}
},
"outputs": [
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" \"value\": \"Training time\",\n",
" \"variable\": \"Model\",\n",
" },\n",
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},
{
"cell_type": "code",
"execution_count": 29,
"id": "stupid-projector",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:55:27.347668Z",
"start_time": "2021-03-22T09:55:27.342755Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mean training times\n"
]
},
{
"data": {
"text/plain": [
"catboost 109.757471\n",
"lightgbm 1.242933\n",
"lightgbm_with_catboost_encoder 1.624173\n",
"xgboost_with_catboost_encoder 145.203303\n",
"xgboost 134.838395\n",
"dtype: float64"
]
},
"execution_count": 29,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mean training times\")\n",
"training_times.mean(axis=0)"
]
},
{
"cell_type": "code",
"execution_count": 30,
"id": "harmful-alfred",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:55:27.542145Z",
"start_time": "2021-03-22T09:55:27.534819Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mdian training times comparing to xgboost training time\n"
]
},
{
"data": {
"text/plain": [
"catboost 0.995860\n",
"lightgbm 0.007282\n",
"lightgbm_with_catboost_encoder 0.011801\n",
"xgboost_with_catboost_encoder 1.063619\n",
"xgboost 1.000000\n",
"dtype: float64"
]
},
"execution_count": 30,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mdian training times comparing to xgboost training time\")\n",
"training_times.assign(**{col_name: training_times[col_name] / training_times[\"xgboost\"]\n",
" for col_name in training_times.columns}).median(axis=0)"
]
},
{
"cell_type": "code",
"execution_count": 31,
"id": "opponent-evolution",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:55:27.696150Z",
"start_time": "2021-03-22T09:55:27.691026Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mean prediction times\n"
]
},
{
"data": {
"text/plain": [
"catboost 0.260495\n",
"lightgbm 0.217328\n",
"lightgbm_with_catboost_encoder 0.242330\n",
"xgboost_with_catboost_encoder 0.264453\n",
"xgboost 0.155187\n",
"dtype: float64"
]
},
"execution_count": 31,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mean prediction times\")\n",
"prediction_times.mean(axis=0)"
]
},
{
"cell_type": "code",
"execution_count": 32,
"id": "prepared-lodging",
"metadata": {
"ExecuteTime": {
"end_time": "2021-03-22T09:55:27.877998Z",
"start_time": "2021-03-22T09:55:27.869283Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Mdian prediction times comparing to xgboost prediction time\n"
]
},
{
"data": {
"text/plain": [
"catboost 0.600297\n",
"lightgbm 0.684511\n",
"lightgbm_with_catboost_encoder 0.728463\n",
"xgboost_with_catboost_encoder 1.443369\n",
"xgboost 1.000000\n",
"dtype: float64"
]
},
"execution_count": 32,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"print(\"Mdian prediction times comparing to xgboost prediction time\")\n",
"prediction_times.assign(**{col_name: prediction_times[col_name] / prediction_times[\"xgboost\"]\n",
" for col_name in prediction_times.columns}).median(axis=0)"
]
}
],
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